As the field of anticancer therapy advances, with a mission to either prevent tumors or improve the quality of life and survival of those affected by the disease, biomarker discovery in oncology is also growing. Since cancer therapy has become a type of personalized medicine, biomarkers are strongly needed in order to identify the right therapy for the right patient and predict efficacy in a timely manner so that alternative approaches can be tested. In this article, the author summarizes the most recent studies published on cancer vaccines where immunological parameters were analyzed to assess immunogenicity and, most importantly, to establish correlations with clinical benefit. As highlighted here, the complexity of both the disease and the immune system still makes it a very challenging discovery process.